{"paper":{"title":"Inference with the Upper Confidence Bound Algorithm","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["cs.AI","cs.LG","cs.SY","eess.SY","math.ST","stat.TH"],"primary_cat":"stat.ML","authors_text":"Cun-Hui Zhang, Koulik Khamaru","submitted_at":"2024-08-08T17:11:36Z","abstract_excerpt":"In this paper, we discuss the asymptotic behavior of the Upper Confidence Bound (UCB) algorithm in the context of multiarmed bandit problems and discuss its implication in downstream inferential tasks. While inferential tasks become challenging when data is collected in a sequential manner, we argue that this problem can be alleviated when the sequential algorithm at hand satisfies certain stability property. This notion of stability is motivated from the seminal work of Lai and Wei (1982). Our first main result shows that such a stability property is always satisfied for the UCB algorithm, an"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2408.04595","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2408.04595/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}